Convergence of a numerical method for solving discontinuous fokker-planck equations

SIAM Journal on Numerical Analysis

Volumn 45, Issue 4, 2007, Pages 1425-1452

  Wang, Hongyun ^a  

^a University of California Santa Cruz   (United States)

Author keywords

Consistency; Convergence; Detailed balance; Fokker Planck equation; Stability

Indexed keywords

AVERAGE VELOCITY; BOLTZMANN DISTRIBUTIONS; CENTRAL DIFFERENCE METHOD; CONSISTENCY; CONSISTENCY ANALYSIS; CONVERGENCE; CORRECT SOLUTION; DETAILED BALANCE; EFFECTIVE DIFFUSION CO-EFFICIENT; FINITE NUMBERS; FIRST ORDERS; FOKKER-PLANCK EQUATIONS; GRID POINTS; LANGEVIN EQUATION; MOLECULAR MOTORS; NUMERICAL SOLUTIONS; PROBABILITY DENSITIES; STABILITY; STOCHASTIC MOTION;

BLIND SOURCE SEPARATION; BOLTZMANN EQUATION; DIFFERENCE EQUATIONS; DIFFERENTIAL EQUATIONS; DIFFERENTIATION (CALCULUS); EQUATIONS OF MOTION; ERROR ANALYSIS; FLOW PATTERNS; FOKKER PLANCK EQUATION; MOTORS; NUMBER THEORY; NUMERICAL METHODS; PARAMETER ESTIMATION; PROBABILITY; PROBABILITY DISTRIBUTIONS; RECONNAISSANCE AIRCRAFT; RISK ASSESSMENT; TIMING JITTER;

CONVERGENCE OF NUMERICAL METHODS;

EID: 49449088310     PISSN: 00361429     EISSN: None     Source Type: Journal    
DOI: 10.1137/050639442     Document Type: Article

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